Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47311.78 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45913.79 Kr¶

PnL: ---------------------------------------> -974.78 Kr¶

DD now: ---------------------------------> -2.71 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:08:48.124483'

Anic Portfolio¶

Today¶

Return: 0.004 %¶

This Week¶

Return: -1.255 %¶

Total¶

Return: 54.887 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -2.730000 769.200000 96.200000 14.290000 673.000000
Nordea Bank Abp 29 0.770000 3510.160000 56.160000 1.630000 3453.999992
SAAB B 8 -0.350000 3431.200000 54.200000 1.600000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.560000 392.000000 37.000000 10.420000 355.000000
Corem Property Group B 59 0.890000 604.160000 27.160000 4.710000 576.999999
Resurs Holding 22 0.630000 597.520000 23.520000 4.100000 573.999998
AcadeMedia 12 0.210000 579.840000 22.840000 4.100000 557.000004
Eastnine 4 1.430000 511.200000 20.200000 4.110000 491.000000
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
OEM International B 7 -0.510000 543.200000 15.200000 2.880000 527.999997
Swedbank A 3 0.550000 579.000000 15.000000 2.660000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -0.730000 540.800000 13.800000 2.620000 527.000000
Securitas B 6 0.790000 580.680000 10.680000 1.870000 570.000000
Boozt 12 -0.650000 1660.800000 6.800000 0.410000 1653.999996
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.880000 248.880000 2.880000 1.170000 246.000000
Coor Service Management Hold. 8 -0.300000 534.000000 2.000000 0.380000 532.000000
Handelsbanken A 5 0.090000 540.500000 -5.500000 -1.010000 546.000000
Midsona B 63 0.890000 573.300000 -9.700000 -1.660000 582.999984
CTEK 13 -2.990000 514.800000 -19.200000 -3.600000 533.999999
Essity B 2 0.840000 553.800000 -20.200000 -3.520000 574.000000
International Petroleum Corp. 5 2.170000 564.000000 -30.570000 -5.140000 594.565215
Essity A 4 1.090000 1110.000000 -39.000000 -3.390000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.280000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
Fasadgruppen Group 35 0.190000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -0.700000 1408.500000 -255.500000 -15.350000 1663.999992
Axfood 13 -0.220000 3460.600000 -295.400000 -7.860000 3756.000001
Ovzon 52 -0.190000 2771.600000 -590.400000 -17.560000 3361.999992
TOTAL 45913.790000 -974.780000 -2.71049% 46888.564618

Updated:¶

'2023-01-27 09:09:01.005079'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶